Modelling tail risk with tempered stable distributions: an overview. - Hasan Fallahgoul; Grégoire Loeper (Ann. Oper. Res., 2021)

Scale-Insensitive Neural Network Significance Tests. - Hasan Fallahgoul (CoRR, 2025)

High-Dimensional Learning in Finance. - Hasan Fallahgoul (CoRR, 2025)